Remove Console visualization on Blender Game Closing
I'm fairly certain that it has to deal with the fact that the console has to open up the extension files (eg. the .dll files) that actually make the game run. Reason being is that "most" systems will not have the accurate extension files. So, BGE adds the necessary files along with the executable to ensure proper functioning. As far as I know there is no way to "turn them off" because it is a necessary OS function. Hope this helps with your question.